Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dealing with the Inventory Risk 0 0 2 2 0 3 10 10
Dealing with the Inventory Risk. A solution to the market making problem 1 5 17 72 5 19 61 179
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 2 21 43 2 8 50 71
General Intensity Shapes in Optimal Liquidation 0 1 3 23 0 3 13 68
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 1 12 37 1 3 30 64
Optimal Portfolio Liquidation with Limit Orders 2 2 5 58 3 6 20 137
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 1 1 8 8
Optimal algorithmic trading and market microstructure 3 5 22 155 8 11 43 211
Optimal posting price of limit orders: learning by trading 0 1 5 44 1 2 7 122
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 1 2 31 1 2 5 51
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 1 82 0 2 9 148
Optimal starting times, stopping times and risk measures for algorithmic trading 1 1 7 48 1 5 25 102
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 1 2 5 45 1 2 9 62
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 6 7 46 0 0 6 101
Realtime market microstructure analysis: online Transaction Cost Analysis 1 1 12 29 1 2 20 46
Simulating and analyzing order book data: The queue-reactive model 0 1 15 15 0 1 21 21
Total Working Papers 9 29 136 730 25 70 337 1,401


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 1 1 6 75 1 5 22 237
Real-time market microstructure analysis: online transaction cost analysis 0 0 0 0 2 4 4 4
Total Journal Articles 1 1 6 75 3 9 26 241


Statistics updated 2014-10-03